-98.4%
VXX vs ABCL
-82.1%
-16.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -3.3% |
| 7D | +2.0% | -4.7% | +6.7% | +1.0% |
| 30D | -7.1% | +5.2% | -12.3% | -5.2% |
| 3M | -28.6% | +106.6% | -135.3% | -12.0% |
| 6M | -44.0% | +198.4% | -242.3% | -21.9% |
| YTD | -31.7% | +218.4% | -250.2% | -1.0% |
| 1Y | -46.3% | +136.2% | -182.6% | -26.1% |
| 3Y | -78.3% | +103.2% | -181.4% | -65.5% |
| 5Y | -95.8% | -42.7% | -53.2% | -94.0% |
| All | -98.4% | -82.1% | -16.3% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling